So there is the nxt wallet and ardor wallet, the ardor wallet uses Ignis.
I would assume, like any other coin, on the exchange after login go to the Ignis coin on your balances/fiat or something like that and then click receive/deposit coin and you will be given an address that you can send your Ignis to. Copy this address, then login to your ardor account, click on the Ignis child chain (top right area of wallet) then click send Ignis (Top about middle of wallet) paste the address from before and presto, like magic.
You will need to enter fee amount, there is a calculate button to do it automatically. It should only be something small, maybe 1 or 2 to send max.
Sometimes you might get a warning about about a new wallet and something about a public key. You can send with leaving the public key box blank, but apparently adds security if you add it. If you are worried you could send a small amount first like 1 Ignis, and after it goes through send the rest.
Did you buy the Ignis or did you have nxt and receive Ignis? If you had nxt you might have nxt in the nxt client and ardor and ignis in your ardor client/wallet.
Good luck and post your success or more questions as required